Optimal investment with inside information and parameter uncertainty (Q1932530): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:26, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with inside information and parameter uncertainty |
scientific article |
Statements
Optimal investment with inside information and parameter uncertainty (English)
0 references
20 January 2013
0 references
insider trading
0 references
enlargement of filtration
0 references
filtering
0 references
optimal investment
0 references
partial information
0 references
